Model uncertainty, limited market participation, and asset prices
Year of publication: |
2005
|
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Authors: | Cao, H. Henry ; Wang, Tan ; Zhang, Harold H. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 18.2005, 4, p. 1219-1251
|
Subject: | Eigentümerstruktur | Ownership structure | Risikopräferenz | Risk attitude | Modellierung | Scientific modelling | Theorie | Theory | Equity-Premium-Puzzle | Equity premium puzzle |
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